[R] Maximum likelihood estimate of bivariate vonmises-weibull distribution

From: Chaouch, Aziz <achaouch_at_nrcan.gc.ca>
Date: Fri 12 May 2006 - 06:28:33 EST


Hi,

I'm dealing with wind data and I'd like to model their distribution in order to simulate data to fill-in missing values. Wind direction are typically following a vonmises distribution and wind speeds follow a weibull distribution. I'd like to build a joint distribution of directions and speeds as a VonMises-Weibull bivariate distribution.

First is this a stupid question? I'm a newbie in statistics and R :)

Is it possible to do it in R?

Is there a way to estimate the parameters of the bivariate distribution using maximum likelihood? Do you have some hints on how to do this in R (with optim for example)?

The second problem is that the distribution of wind direction is sometime bimodal (likely to be due to topography). Is it possible to model the distribution as a mixture of 2 von mises distribution and build a awfully complex joint distribution that would be "mixture of 2 von mises - weibull"????

Thanks a lot,

Aziz

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